A location-invariant probability weighted moment estimation of the Extreme Value Index
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Publication:2804923
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Cites work
- A simple general approach to inference about the tail of a distribution
- A simple generalisation of the Hill estimator
- A simple second-order reduced bias’ tail index estimator
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms
- Adaptive estimation of heavy right tails: resampling-based methods in action
- Comparison of tail index estimators
- Mixed moment estimator and location invariant alternatives
- Optimal choice of sample fraction in extreme-value estimation
- PORT Hill and Moment Estimators for Heavy-Tailed Models
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework
- Semi-parametric probability-weighted moments estimation revisited
- Semi-parametric tail inference through probability-weighted moments
- Sur la distribution limite du terme maximum d'une série aléatoire
- The bootstrap methodology in statistics of extremes -- choice of optimal sample fraction
- ``Asymptotically unbiased estimators of the tail index based on external estimation of the second order parameter
Cited in
(12)- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- A moment estimator for the conditional extreme-value index
- PORT Hill and Moment Estimators for Heavy-Tailed Models
- Reduced-bias location-invariant extreme value index estimation: a simulation study
- Mean-of-order-\(p\) location-invariant extreme value index estimation
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
- Bias correction in extreme value statistics with index around zero
- Editorial: Special issue on computational statistics
- Competitive estimation of the extreme value index
- A location-invariant non-positive moment-type estimator of the extreme value index
- Monitoring largest extreme observations using Frechet distribution based on weighted variance method
- Adaptive PORT-MVRB estimation of the extreme value index
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